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TAGRX vs. BTO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAGRX vs. BTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock Financial Opportunities Fund (BTO). The values are adjusted to include any dividend payments, if applicable.

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TAGRX vs. BTO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGRX
John Hancock Fundamental Large Cap Core Fund
-10.79%9.98%21.14%32.23%-24.86%29.16%20.55%35.06%-14.09%19.63%
BTO
John Hancock Financial Opportunities Fund
4.20%5.85%28.92%-1.16%-23.58%61.86%-8.97%38.87%-25.68%13.12%

Returns By Period

In the year-to-date period, TAGRX achieves a -10.79% return, which is significantly lower than BTO's 4.20% return. Both investments have delivered pretty close results over the past 10 years, with TAGRX having a 11.29% annualized return and BTO not far behind at 10.87%.


TAGRX

1D
-0.17%
1M
-8.64%
YTD
-10.79%
6M
-8.75%
1Y
4.60%
3Y*
11.73%
5Y*
6.91%
10Y*
11.29%

BTO

1D
4.88%
1M
2.50%
YTD
4.20%
6M
3.43%
1Y
13.12%
3Y*
14.52%
5Y*
6.15%
10Y*
10.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAGRX vs. BTO - Expense Ratio Comparison

TAGRX has a 1.01% expense ratio, which is lower than BTO's 2.01% expense ratio.


Return for Risk

TAGRX vs. BTO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TAGRX
TAGRX Risk / Return Rank: 1111
Overall Rank
TAGRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TAGRX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TAGRX Omega Ratio Rank: 1212
Omega Ratio Rank
TAGRX Calmar Ratio Rank: 99
Calmar Ratio Rank
TAGRX Martin Ratio Rank: 99
Martin Ratio Rank

BTO
BTO Risk / Return Rank: 2222
Overall Rank
BTO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTO Sortino Ratio Rank: 2121
Sortino Ratio Rank
BTO Omega Ratio Rank: 2121
Omega Ratio Rank
BTO Calmar Ratio Rank: 2828
Calmar Ratio Rank
BTO Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TAGRX vs. BTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock Financial Opportunities Fund (BTO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


TAGRXBTODifference

Sharpe ratio

Return per unit of total volatility

0.27

0.53

-0.27

Sortino ratio

Return per unit of downside risk

0.51

0.88

-0.37

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.16

0.82

-0.65

Martin ratio

Return relative to average drawdown

0.57

2.13

-1.56

TAGRX vs. BTO - Sharpe Ratio Comparison

The current TAGRX Sharpe Ratio is 0.27, which is lower than the BTO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of TAGRX and BTO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAGRXBTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.53

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.20

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.30

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.16

Correlation

The correlation between TAGRX and BTO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TAGRX vs. BTO - Dividend Comparison

TAGRX's dividend yield for the trailing twelve months is around 13.55%, more than BTO's 7.25% yield.


TTM20252024202320222021202020192018201720162015
TAGRX
John Hancock Fundamental Large Cap Core Fund
13.55%12.09%13.00%6.67%6.76%7.82%0.30%0.53%14.05%8.22%2.96%1.22%
BTO
John Hancock Financial Opportunities Fund
7.25%7.41%7.28%8.64%7.51%4.72%7.25%6.06%5.94%3.76%5.10%4.75%

Drawdowns

TAGRX vs. BTO - Drawdown Comparison

The maximum TAGRX drawdown since its inception was -58.45%, smaller than the maximum BTO drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for TAGRX and BTO.


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Drawdown Indicators


TAGRXBTODifference

Max Drawdown

Largest peak-to-trough decline

-58.45%

-72.27%

+13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-16.79%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.10%

-51.80%

+22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-65.70%

+28.74%

Current Drawdown

Current decline from peak

-14.04%

-8.00%

-6.04%

Average Drawdown

Average peak-to-trough decline

-11.57%

-19.08%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

6.45%

-2.39%

Volatility

TAGRX vs. BTO - Volatility Comparison

The current volatility for John Hancock Fundamental Large Cap Core Fund (TAGRX) is 4.09%, while John Hancock Financial Opportunities Fund (BTO) has a volatility of 7.28%. This indicates that TAGRX experiences smaller price fluctuations and is considered to be less risky than BTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGRXBTODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

7.28%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

16.38%

-6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

24.68%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

31.47%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

36.21%

-15.72%